+58.6%
VT vs CHD
+31.9%
+26.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.1% | +2.4% | -2.5% | -0.4% |
| 30D | -3.1% | +13.9% | -17.0% | -4.5% |
| 3M | -3.5% | +8.5% | -12.0% | -4.4% |
| 6M | +0.5% | +20.4% | -19.9% | -1.8% |
| YTD | +10.8% | +34.5% | -23.8% | +6.6% |
| 1Y | +11.9% | +33.8% | -21.9% | +7.7% |
| 3Y | +73.0% | +29.1% | +43.8% | +64.6% |
| 5Y | +58.6% | +31.2% | +27.4% | +45.9% |
| All | +58.6% | +31.9% | +26.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling